Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 88 | — |
| Standard deviation | 7.80 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 8.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 87 | — |
| Standard deviation | 8.58 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 7.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 83 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 6.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 102.06K | — |
| 3-year earnings growth | 4.77 | — |
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/mutual_funds/world/risk
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